RIOT Riot Blockch...
Fundamental Data
Get detailed Fundamental insights of Riot Blockchain Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.55 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of RIOT
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Dec 20, 2017 | Feb 8, 2021 | -98.32% | 1147 |
| Feb 18, 2021 | May 16, 2024 | -95.78% | 1184 |
| Sep 20, 2016 | Sep 18, 2017 | -49.12% | 364 |
| Nov 27, 2017 | Dec 11, 2017 | -44.15% | 15 |
| May 18, 2016 | Sep 15, 2016 | -30.02% | 121 |
| Oct 12, 2017 | Nov 17, 2017 | -26.95% | 37 |
| Dec 13, 2017 | Dec 14, 2017 | -18.33% | 2 |
| Oct 5, 2017 | Oct 6, 2017 | -10.76% | 2 |
| Sep 20, 2017 | Sep 27, 2017 | -10.65% | 8 |
| Apr 20, 2016 | May 9, 2016 | -9.35% | 20 |
RIOT vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between April 1, 2016 - May 16, 2024Annual Return (%)
RIOT
S&P500
Metric RIOT S&P500
| Cumulative Return | 270.37% | 157.25 % |
| Compound Annual Growth Rate (CAGR) | 11.76% | 8.36% |
| Sharpe | 0.70 | 0.73 |
| Sortino | 1.18 | 1.02 |
| Max Drawdown | -98.32% | -34.1% |
| Longest Drawdown Days | 1184 | 745 |
| Volatility (ann.) | 117.51% | 18.21% |
| Correlation | 31.51% | - |
| R^2 | 0.1 | - |
| Calmar | 0.12 | 0.25 |
| Skew | 1.19 | -0.59 |
| Kurtosis | 6.19 | 13.53 |
| Expected Daily | 0.06% | 0.05% |
| Expected Monthly | 1.35% | 0.97% |
| Expected Yearly | 15.66% | 11.07% |
| Kelly Criterion | 2.03% | 7.18% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -11.85% | -1.83% |
| Expected Shortfall (cVaR) | -11.85% | -1.83% |
| Max Consecutive Wins | 8 | 10 |
| Max Consecutive Losses | 10 | 8 |
| Gain/Pain Ratio | 0.14 | 0.15 |
| Gain/Pain (1M) | 0.66 | 0.86 |
| Payoff Ratio | 1.22 | 0.95 |
| Profit Factor | 1.14 | 1.15 |
| Outlier Win Ratio | 2.31 | 18.29 |
| Outlier Loss Ratio | 2.02 | 11.94 |
| MTD | -1.09% | 5.32% |
| 3M | -39.50% | 5.31% |
| 6M | -6.37% | 17.57% |
| YTD | -35.36% | 11.23% |
| 1Y | -9.75% | 28.01% |
| 3Y (ann.) | -25.68% | 5.33% |
| Best Day | 48.54% | 9.06% |
| Worst Day | -33.90% | -10.94% |
| Best Month | 158.41% | 12.70% |
| Worst Month | -52.10% | -13.00% |
| Best Year | 1416.96% | 28.79% |
| Worst Year | -94.68% | -19.48% |
| Avg. Drawdown | -29.20% | -1.74% |
| Avg. Drawdown Days | 208 | 19 |
| Recovery Factor | 6.79 | 3.17 |
| Ulcer Index | 0.75 | 0.08 |
| Avg. Up Month | 38.96% | 3.71% |
| Avg. Down Month | -23.71% | -5.42% |
| Win Days | 46.19% | 54.75% |
| Win Month | 48.98% | 69.39% |
| Win Quarter | 45.45% | 78.79% |
| Win Year | 55.56% | 77.78% |